| Trading Metrics calculated at close of trading on 11-Mar-1993 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-1993 |
11-Mar-1993 |
Change |
Change % |
Previous Week |
| Open |
359.40 |
361.26 |
1.86 |
0.5% |
351.14 |
| High |
361.67 |
364.66 |
2.99 |
0.8% |
360.42 |
| Low |
358.25 |
360.99 |
2.74 |
0.8% |
348.08 |
| Close |
361.26 |
361.73 |
0.47 |
0.1% |
355.56 |
| Range |
3.42 |
3.67 |
0.25 |
7.3% |
12.34 |
| ATR |
6.02 |
5.85 |
-0.17 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
373.47 |
371.27 |
363.75 |
|
| R3 |
369.80 |
367.60 |
362.74 |
|
| R2 |
366.13 |
366.13 |
362.40 |
|
| R1 |
363.93 |
363.93 |
362.07 |
365.03 |
| PP |
362.46 |
362.46 |
362.46 |
363.01 |
| S1 |
360.26 |
360.26 |
361.39 |
361.36 |
| S2 |
358.79 |
358.79 |
361.06 |
|
| S3 |
355.12 |
356.59 |
360.72 |
|
| S4 |
351.45 |
352.92 |
359.71 |
|
|
| Weekly Pivots for week ending 05-Mar-1993 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
391.71 |
385.97 |
362.35 |
|
| R3 |
379.37 |
373.63 |
358.95 |
|
| R2 |
367.03 |
367.03 |
357.82 |
|
| R1 |
361.29 |
361.29 |
356.69 |
364.16 |
| PP |
354.69 |
354.69 |
354.69 |
356.12 |
| S1 |
348.95 |
348.95 |
354.43 |
351.82 |
| S2 |
342.35 |
342.35 |
353.30 |
|
| S3 |
330.01 |
336.61 |
352.17 |
|
| S4 |
317.67 |
324.27 |
348.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
364.66 |
352.70 |
11.96 |
3.3% |
4.11 |
1.1% |
76% |
True |
False |
|
| 10 |
364.66 |
348.08 |
16.58 |
4.6% |
4.96 |
1.4% |
82% |
True |
False |
|
| 20 |
369.74 |
337.14 |
32.60 |
9.0% |
6.59 |
1.8% |
75% |
False |
False |
|
| 40 |
384.67 |
337.14 |
47.53 |
13.1% |
6.12 |
1.7% |
52% |
False |
False |
|
| 60 |
384.67 |
337.14 |
47.53 |
13.1% |
5.76 |
1.6% |
52% |
False |
False |
|
| 80 |
384.67 |
337.14 |
47.53 |
13.1% |
5.51 |
1.5% |
52% |
False |
False |
|
| 100 |
384.67 |
315.64 |
69.03 |
19.1% |
5.40 |
1.5% |
67% |
False |
False |
|
| 120 |
384.67 |
291.96 |
92.71 |
25.6% |
5.34 |
1.5% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
380.26 |
|
2.618 |
374.27 |
|
1.618 |
370.60 |
|
1.000 |
368.33 |
|
0.618 |
366.93 |
|
HIGH |
364.66 |
|
0.618 |
363.26 |
|
0.500 |
362.83 |
|
0.382 |
362.39 |
|
LOW |
360.99 |
|
0.618 |
358.72 |
|
1.000 |
357.32 |
|
1.618 |
355.05 |
|
2.618 |
351.38 |
|
4.250 |
345.39 |
|
|
| Fisher Pivots for day following 11-Mar-1993 |
| Pivot |
1 day |
3 day |
| R1 |
362.83 |
361.64 |
| PP |
362.46 |
361.55 |
| S1 |
362.10 |
361.46 |
|